+611.5%
DIA vs FERG
+1,335.0%
-723.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +0.1% | +3.4% | -3.3% | -0.3% |
| 30D | -2.1% | -11.5% | +9.4% | -0.8% |
| 3M | +4.2% | +1.3% | +2.9% | +3.9% |
| 6M | +11.9% | -1.0% | +12.9% | +11.8% |
| YTD | +10.8% | +3.2% | +7.6% | +10.3% |
| 1Y | +17.5% | -3.0% | +20.5% | +17.5% |
| 3Y | +59.9% | +55.0% | +4.9% | +52.3% |
| 5Y | +64.1% | +72.6% | -8.5% | +53.9% |
| 10Y | +246.2% | +358.9% | -112.7% | +210.2% |
| All | +611.5% | +1,335.0% | -723.5% | +526.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling